A parameter estimation method for multivariate binned Hawkes processes (Q2103973)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A parameter estimation method for multivariate binned Hawkes processes |
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A parameter estimation method for multivariate binned Hawkes processes (English)
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9 December 2022
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multivariate Hawkes processes
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mutually exciting
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aggregated data
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MCEM algorithm
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